| B/S | PUT/CALL | STRIKE | BID | ASK | DELTA |
|---|---|---|---|---|---|
| BUY | PUT | 112 | 0.03 | 0.05 | - 5% |
| SELL | PUT | 114 | 0.13 | 0.15 | - 14% |
| SELL | CALL | 120 | 0.10 | 0.12 | 14% |
| BUY | CALL | 122 | 0.02 | 0.03 | 3% |
| IDEAL POSITION CALCULATION | |||||
| Index | TBOND | ||||
| Index Price | $ 116.97 | ||||
| IV | 9.37% | ||||
| Days To Expire | 23 | ||||
| Deviations | 1.25 | ||||
| Ideal Short Put | $ 114.00 | ||||
| Ideal Short Call | $ 120.00 | ||||
| POSITION STATISTICS (Per Contract) | |||||
| Factor | $ 15.625 | ||||
| Insider Pricing | $ 0.19 | ||||
| Position Risk | 19.01% | ||||
| Margin Per Contract | $ 2,000 | ||||
| Premium Per Contract | $ 296.88 | ||||
| Premium % Per Contract | 14.84% | ||||
| OVER ALL POSITION STATISTICS (All Contract) | |||||
| Contracts | 6 | ||||
| Premium | $ 1,781.25 | ||||
| Profit Exit Point | $ 900.00 | ||||
| Loss Exit Point | $ 1000.00 | ||||
| Entry Commissions | $ 72.00 | ||||
| Exit Commissions | $ 72.00 | ||||
| Profit After Commissions | $ 756.00 | ||||
| % Return on Total Margin | 6.30% | ||||
| % Return on Risked Capital | 7.40% | ||||